Heads Up ... IB...Globex Data Not.

Discussion in 'Data Sets and Feeds' started by rcj, Aug 18, 2011.

  1. if you think the globex data was bad, you should have seen eurex earlier. dax quotes on the DOM tree were a good 30-40 points divorced from reality for a while and every time there was a big move. no TWS bulletin all day for me.

    i'd have a green limit order in teh money and not have it executed then have the stop i created for the limit executed 30 points below the 'low of the day'.

    i have my occasional gripes with ib, but i have never seen the platform fail like this before.
     
    #11     Aug 18, 2011
  2. easier said than done unless you want a ton of money sitting doing nothing. if you trade the dax, for instance, initial overnight margins are about $29,000 per contract. to protect a problem near the close (if you're going to have a backup, there is no point unless you can protect an accidental overnight position. so... if you have 4 contracts, you need to have well north of 100,000 sitting doing nothing in your backup account. if you're trading size... well.... do the math.
     
    #12     Aug 18, 2011
  3. Yes, true. But why not hedge with options?
     
    #13     Aug 18, 2011
  4. Argent

    Argent

    Not just IB. eSignal had intermittent glitches near the open and occasionally thereafter.
     
    #14     Aug 18, 2011